+251.6%
ORCL vs RSP
+222.0%
+29.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +1.2% |
| 7D | +0.5% | +0.4% | 0.0% | +0.1% |
| 30D | -15.3% | +3.7% | -19.0% | -18.0% |
| 3M | -18.2% | +0.8% | -19.0% | -18.7% |
| 6M | -38.4% | +9.1% | -47.5% | -42.9% |
| YTD | -37.7% | +16.7% | -54.4% | -45.5% |
| 1Y | -49.3% | +19.7% | -68.9% | -56.6% |
| 3Y | +10.6% | +66.7% | -56.1% | -28.3% |
| 5Y | +35.5% | +48.7% | -13.2% | -3.4% |
| 10Y | +251.6% | +215.6% | +36.0% | +30.8% |
| All | +251.6% | +222.0% | +29.6% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RSP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling